On a posterior predictive density sample size criterion

Nicoleris, Theodoros and Walker, Stephen G.
(2006)
On a posterior predictive density sample size criterion.
Scandinavian Journal of Statistics, 33
(2).
pp. 209-218.
ISSN 0303-6898.
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Abstract

Let Omega be a space of densities with respect to some sigma-finite measure mu and let Pi be a prior distribution having support Omega with respect to some suitable topology. Conditional on f, let X-n = (X-1 ,..., X-n) be an independent and identically distributed sample of size n from f. This paper introduces a Bayesian non-parametric criterion for sample size determination which is based on the integrated squared distance between posterior predictive densities. An expression for the sample size is obtained when the prior is a Dirichlet mixture of normal densities.